The first block of code on that page DOES contain a setup() function and a loop() function. If you pasted that code as a sketch, and the second block of code in another tab with the correct name and .h extension, the code should compile.

Which version of the IDE are you using? I pasted the first code into the IDE (0022), and the second code into a new tab, named WiiClassic.h. The program failed to compile, but it complained only about the WiiClassic.h file. When I added#include <WProgram.h> to the WiiClassic.h tab, the program compiled successfully.